Davide Delle Monache : Citation Profile

Are you Davide Delle Monache?

Banca d'Italia

8

H index

7

i10 index

164

Citations

RESEARCH PRODUCTION:

8

Articles

26

Papers

1

Chapters

RESEARCH ACTIVITY:

   15 years (2006 - 2021). See details.
   Cites by year: 10
   Journals where Davide Delle Monache has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 9 (5.2 %)

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   Permalink: http://citec.repec.org/pde480
   Updated: 2023-11-04    RAS profile: 2021-12-26    
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Relations with other researchers

Works with:

Petrella, Ivan (10)

Venditti, Fabrizio (5)

Busetti, Fabio (4)

Pacella, Claudia (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Davide Delle Monache.

Is cited by:

Koopman, Siem Jan (13)

Blasques, Francisco (9)

Marcellino, Massimiliano (8)

Ruiz, Esther (8)

Rodriguez Caballero, Carlos (6)

Petrella, Ivan (5)

Rossi, Barbara (5)

Neri, Stefano (5)

Venditti, Fabrizio (5)

Kapetanios, George (4)

Ravn, Søren Hove (4)

Cites to:

Koop, Gary (27)

Sargent, Thomas (22)

Harvey, Andrew (21)

Giannone, Domenico (20)

Korobilis, Dimitris (20)

Cogley, Timothy (18)

Reichlin, Lucrezia (16)

Pesaran, Mohammad (15)

Koopman, Siem Jan (15)

Diebold, Francis (14)

Watson, Mark (14)

Main data

Where Davide Delle Monache has published?

Working Papers Series with more than one paper published# docs
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area5
EMF Research Papers / Economic Modelling and Forecasting Group4
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Working Paper Series / European Central Bank2
Questioni di Economia e Finanza (Occasional Papers) / Bank of Italy, Economic Research and International Relations Area2

Recent works citing Davide Delle Monache (2023 and 2022)

YearTitle of citing document
2023When Inflation Again Matters: Do Domestic and Global Output Gaps Determine Inflation in the EU?. (2023). Sinicakova, Marianna ; Sulikova, Veronika ; Budova, Jana. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:25:y:2023:i:63:p:575.

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2022A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263.

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2023Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions. (2023). Huber, Florian ; Pruser, Jan. In: Papers. RePEc:arx:papers:2301.13604.

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2023Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2022On the anchoring of inflation expectations in the euro area. (2022). Riggi, Marianna ; Papetti, Andrea ; Corsello, Francesco ; Cecchetti, Sara ; Bulligan, Guido ; Neri, Stefano ; Tagliabracci, Alex ; Rondinelli, Concetta. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_712_22.

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2023Energy price shocks and inflation in the euro area. (2023). Tagliabracci, Alex ; delle Monache, Davide ; Corsello, Francesco ; Conflitti, Cristina ; Busetti, Fabio ; Neri, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_792_23.

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2022Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863.

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2022Joint Decomposition of Business and Financial Cycles: Evidence from Eight Advanced Economies. (2022). Koopman, Siem Jan ; Hindrayanto, Irma ; de Winter, Jasper. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:57-79.

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2023Labour at risk. (2023). Renzetti, Andrea ; Foroni, Claudia ; Botelho, Vasco. In: Working Paper Series. RePEc:ecb:ecbwps:20232840.

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2022Robust energy-to-peak filter design for a class of unstable polytopic systems with a macroeconomic application. (2022). Takacs, Tibor ; Gyurkovics, Eva. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:420:y:2022:i:c:s0096300321008110.

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2022Modeling tail risks of inflation using unobserved component quantile regressions. (2022). Pfarrhofer, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s016518892200197x.

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2023Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834.

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2022Learning, disagreement and inflation forecasting. (2022). Liu, Xiliang ; Yang, Xinglin ; Chen, JI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001693.

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2022Financial conditions and macroeconomic downside risks in the euro area. (2022). Lhuissier, Stephane. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000101.

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2022High frequency correlation dynamics and day-of-the-week effect: A score-driven approach in an emerging market stock exchange. (2022). Karahan, Cenk C ; Bahcivan, Hulusi. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921003215.

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2022The extreme risk connectedness of the new financial system: European evidence. (2022). Foglia, Matteo ; Miglietta, Federica ; Pacelli, Vincenzo. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003581.

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2023Macroeconomic downside risk and the effect of monetary policy. (2023). Wu, Jian ; Deng, Chuang. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001769.

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2023Forecasting extreme financial risk: A score-driven approach. (2023). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:720-735.

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2022Forward guidance and the role of central bank credibility under heterogeneous beliefs. (2022). Mavromatis, Kostas ; Hommes, Cars ; Goy, Gavin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:1240-1274.

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2022Dispelling the shadow of fiscal dominance? Fiscal and monetary announcement effects for euro area sovereign spreads in the corona pandemic. (2022). Heinemann, Friedrich ; Nover, Justus ; Helbig, Samuel ; Havlik, Annika. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002291.

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2022Modeling global real economic activity: Evidence from variable selection across quantiles. (2022). Stolbov, Mikhail ; Shchepeleva, Maria. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s1703494921000438.

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2022A new approach to assess inflation expectations anchoring using strategic surveys. (2022). Williams, John ; topa, giorgio ; van der Klaauw, Wilbert ; Sbordone, Argia ; Armantier, Olivier. In: Journal of Monetary Economics. RePEc:eee:moneco:v:129:y:2022:i:s:p:s82-s101.

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2022Tail Forecasting with Multivariate Bayesian Additive Regression Trees. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Huber, Florian ; Clark, Todd ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:90366.

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2023Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics. (2022). Poon, Aubrey ; Mitchell, James ; Zhu, Dan. In: Working Papers. RePEc:fip:fedcwq:94160.

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2022On the Real-Time Predictive Content of Financial Conditions Indices for Growth. (2022). McCracken, Michael ; Amburgey, Aaron. In: Working Papers. RePEc:fip:fedlwp:93642.

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2022Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis. (2022). Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_02.rdf.

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2022Inflation puzzles, the Phillips Curve and output expectations: new perspectives from the Euro Zone. (2022). Tamborini, Roberto ; Sardone, Alessandro ; Passamani, Giuliana. In: Empirica. RePEc:kap:empiri:v:49:y:2022:i:1:d:10.1007_s10663-021-09515-8.

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2022Nowcasting in the presence of large measurement errors and revisions. (2022). Labonne, Paul ; Weale, Martin. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2022-05.

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2022Asymmetric Uncertainty: Nowcasting Using Skewness in Real-time Data. (2022). Labonne, Paul. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2022-23.

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2022Cycle financier, cycle réel et transmission de la politique monétaire au Maroc. (2022). Achour, Aya ; Chafik, Omar. In: Document de travail. RePEc:ris:bkamdt:2022_002.

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2023Consistency, distributional convergence, and optimality of score-driven filters. (2023). Lucas, Andre ; Lin, Yicong ; Beutner, Eric A. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230051.

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2023TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES. (2023). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd E. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:979-1022.

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2023On the real?time predictive content of financial condition indices for growth. (2023). McCracken, Michael ; Amburgey, Aaron J. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:2:p:137-163.

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2023Forecasting inflation time series using score?driven dynamic models and combination methods: The case of Brazil. (2023). Lucena, Fernando Antonio ; Dias, Carlos Henrique. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:369-401.

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2023Forecasting inflation in open economies: What can a NOEM model do?. (2023). Martinezgarcia, Enrique ; Duncan, Roberto. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:481-513.

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2022Estimating growth at risk with skewed stochastic volatility models. (2022). Wolf, Elias. In: Discussion Papers. RePEc:zbw:fubsbe:20222.

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Works by Davide Delle Monache:

YearTitleTypeCited
2015Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach In: CREATES Research Papers.
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2015Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach.(2015) In: Studies in Economics.
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2017Does the ARFIMA really shift? In: CREATES Research Papers.
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2016Adaptive models and heavy tails with an application to inflation forecasting In: BCAM Working Papers.
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2017Adaptive models and heavy tails with an application to inflation forecasting.(2017) In: International Journal of Forecasting.
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2016Adaptive models and heavy tails with an application to inflation forecasting.(2016) In: MPRA Paper.
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2016Adaptive Models and Heavy Tails with an Application to Inflation Forecasting.(2016) In: EMF Research Papers.
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2014Adaptive Models and Heavy Tails In: Birkbeck Working Papers in Economics and Finance.
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2016Adaptive models and heavy tails.(2016) In: Temi di discussione (Economic working papers).
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2016Adaptive models and heavy tails.(2016) In: Bank of England working papers.
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2014Adaptive Models and Heavy Tails.(2014) In: Working Papers.
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2015Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation In: Birkbeck Working Papers in Economics and Finance.
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2016Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation.(2016) In: Advances in Econometrics.
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2017Real and financial cycles: estimates using unobserved component models for the Italian economy In: Questioni di Economia e Finanza (Occasional Papers).
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2019Real and financial cycles: estimates using unobserved component models for the Italian economy.(2019) In: Statistical Methods & Applications.
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2018Financial markets effects of ECB unconventional monetary policy announcements In: Questioni di Economia e Finanza (Occasional Papers).
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2019Domestic and global determinants of inflation: evidence from expectile regression In: Temi di discussione (Economic working papers).
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2021Domestic and Global Determinants of Inflation: Evidence from Expectile Regression*.(2021) In: Oxford Bulletin of Economics and Statistics.
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2020The time-varying risk of Italian GDP In: Temi di discussione (Economic working papers).
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2021The time-varying risk of Italian GDP.(2021) In: Economic Modelling.
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2020Price dividend ratio and long-run stock returns: a score driven state space model In: Temi di discussione (Economic working papers).
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2019Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model.(2019) In: CEPR Discussion Papers.
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2020Price dividend ratio and long-run stock returns: a score driven state space model.(2020) In: Working Paper Series.
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2021Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model.(2021) In: Journal of Business & Economic Statistics.
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2019Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model.(2019) In: EMF Research Papers.
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2021Modeling and forecasting macroeconomic downside risk In: Temi di discussione (Economic working papers).
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2020Modeling and Forecasting Macroeconomic Downside Risk.(2020) In: CEPR Discussion Papers.
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2020Modelling and Forecasting Macroeconomic Downside Risk.(2020) In: EMF Research Papers.
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2016Adaptive state space models with applications to the business cycle and financial stress In: CEPR Discussion Papers.
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2017Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity In: Working Paper Series.
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2009Computing the mean square error of unobserved components extracted by misspecified time series models In: Journal of Economic Dynamics and Control.
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2019Efficient matrix approach for classical inference in state space models In: Economics Letters.
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2019Efficient Matrix Approach for Classical Inference in State Space Models.(2019) In: EMF Research Papers.
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2014Adaptive Models and Heavy Tails In: Working Papers.
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2006A structural time series approach to modelling multiple and resurgent meat scares in Italy In: Applied Economics.
[Full Text][Citation analysis]		article9

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